BrutuStrength, my buddy instructed me to ride straight through to Damascus, full speed, and not worry about the guards. They will, of course, suspect your'e up to no good and give chase, but won't follow you once you get to the city. Once your'e outside the gate, slow it down again and go from there.
I think you'll find that the game opens up a lot more once you're in Damascus. Saving citizens, pickpocketing, viewpoints, interrigations, jumping around the city, its sweet. Not a whole lot different from the opening city, but since you're more of a wanted man there you have to actually avoid guards.
So yeah, climbing may not be quite the art form I described. I had a tendency to hit the X button as I climbed though, which would sometimes cause me to "jump" when I meant to "reach" for a ledge to my right, thereby causing me to plummet to my death lol. Still, you can't really climb any wall, you do have to look for windows, ledges, cracks, barrels, run up some walls, swing, etc. While many of these may not require a lot of button movements, the annimations are fluidity of your climbing is very detailed, and you can't complain about the views =)